Academic Journal
fisher.osu.edu Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions ∗
| العنوان: | fisher.osu.edu Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions ∗ |
|---|---|
| المؤلفون: | Yacine Aït-sahalia, Robert L. Kimmel |
| المساهمون: | The Pennsylvania State University CiteSeerX Archives |
| المصدر: | http://fisher.osu.edu/supplements/10/9860/200819.pdf. |
| سنة النشر: | 2009 |
| المجموعة: | CiteSeerX |
| الوصف: | This paper can be downloaded without charge from |
| نوع الوثيقة: | text |
| وصف الملف: | application/pdf |
| اللغة: | English |
| Relation: | http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.423.5464; http://fisher.osu.edu/supplements/10/9860/200819.pdf |
| الاتاحة: | http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.423.5464 http://fisher.osu.edu/supplements/10/9860/200819.pdf |
| Rights: | Metadata may be used without restrictions as long as the oai identifier remains attached to it. |
| رقم الانضمام: | edsbas.5BE5BEEA |
| قاعدة البيانات: | BASE |
| الوصف غير متاح. |